PASSED

Moving average crossover (20/50) + weekly filter

The higher time frame's context is the view of the trail from above: trading with it, instead of looking only at the short chart, greatly raises the trade's probability.

Measured in crypto — Binance spot · 540 pairs, delisted ones included · 0.2% per round trip

Net per trade

+2.04%

after fees

The fee is charged on both legs: every trade pays to open and pays to close.

Weakest point

placebo

survived all six controls (t=3.86 against a threshold of 2)

Worst drawdown

−46%

832 days underwater

How far the account fell below its own best previous moment.

Timeframe

1 day

The time grid this was measured on. The same technique on a coarser or finer grid is a different measurement, and can earn a different verdict.

invariance
costs
placebo
benchmark
out of sample
multiple testing

Equity curve

Risking 1.0% per trade, marked to market every day — not only when a trade closes. The line at 1.0 is the capital it started with.

At its worst the account was worth 46% less than its own best previous moment, and it spent 832 days below that peak.

The technique against chance

Same number of trades, same holding time, same assets — only the dates were drawn at random.

The average trade and the typical one

The mean sits above the median: the lottery signature — the typical trade loses and a rare handful pays for everything.

What was measured

We coded the rule exactly as it is described and let it trade on its own from 2017-08-17 to 2026-07-28. It found trades in 540 coins, 10,529 in total. Each one enters and exits at the price that existed on that day — the program never sees what comes next, which is the most common mistake people make testing strategies at home. Wherever the description was ambiguous we took the reading least favourable to the technique; whatever was left open is stated in the hypothesis, at the foot of this page.

How many of those trades actually count

Only 301 of the 10,529. Cryptocurrencies rise and fall almost in unison, so the same rule fires on dozens of coins on the same day — and that is one bet repeated, not dozens of different bets. Counting them all separately is the trick that makes a bad test look impressive.

What it paid, before any deductions

+2.24% per trade. This is the number the technique claims, and the only one on this page that has not yet been through a single control.

Why it passed

It survived every mundane explanation we tested:

the profit spread across the trades instead of coming from a handful
the edge survived the broker's fee
it paid more than entering on randomly drawn dates
it paid more than buying and holding for the same stretch
the result came back in the separated pieces of the data
it survived the discount for having tested many versions

What would have happened to the money

Risking 1.0% of capital per trade — the most widely taught rule — across the whole period: The capital would have ended at 2.64× what it started with. At its worst the account was worth 46% less than its own best previous moment, and it spent 832 days below that peak. In none of the 12 paths tested did it fall to less than half of what it started with.

The account would not fit every signal

18% of the trades had to be turned down: by the time they appeared, the money was already tied up in other positions. That matters because the average return per trade the technique claims is computed over trades that nobody could have taken all of.

What this result does NOT say

Clearing the six controls is not a promise of future profit, and it is not advice to trade. It means only this: over this period and in this universe, we did not find the mundane explanation that knocked the others down. An edge that existed may be running out — this archive holds a technique that passed and whose most recent slice of time is already negative. The difference matters, and it is the rule of this house: the card confronts the claim, never the person who made it.

What this card does not measure

Every verdict holds for the conditions it was measured under. These are this card's — and outside them the result does not apply.

One market, one universe: Measured on 540 spot cryptocurrency pairs, delisted ones included. It says nothing about futures, equities or indices, nor about how the same technique behaves in another market.
One window of time, not every window: The measured period runs from 2017-08-17 to 2026-07-28. A market moves through regimes, and a technique can work in one and fail in another — the card measures the regimes that fit inside this window, not the ones still to come.
One cost structure: The cost charged is 0.10% per leg, in and out. Anyone paying more than that gets a worse result, and anyone paying less gets a better one — the verdict holds for this fee.
One exit rule: The trade was closed by: the auditor's fixed horizon (10 bars). The same entry measured with a different exit is a different strategy, and can earn a different verdict — it happens in this archive.
The number of trades is not the sample size: There are 10,529 trades, but only 301 independent market episodes: a single move fires the technique across dozens of assets at once, and counting those as separate observations inflates any result. It is the smaller number that governs the arithmetic. With 301 episodes, what the data supports is a range from +1.09% to +3.38% per trade — the published average is the centre of it, not the exact measurement.
Daily bars: Measured at the daily close. Nothing here measures what happens inside the day, and an intraday technique is not auditable with this data.

Numbers and reproducibility

The six controls

control	status	t	threshold	episodes
invariance	passed	—	—	—
costs	passed	3.50	1.97	301
placebo	passed	3.86	1.97	301
benchmark	passed	—	—	—
out of sample	passed	—	—	—
multiple testing	passed	—	—	—

invariance10529 signals across 750934 bars
costsgross +2.236% · cost 0.200% · net +2.036% (t=3.50)
placeboactual +2.036% · placebo -0.240% · excess +2.276% ± 0.589% (t=3.86 against a threshold of 1.97, 301 real groups, 526,450 sham dates, draw error ±0.026%)
benchmarktechnique +2.04% · buy and hold (same horizon) +0.03% · excess +2.01%
out of sampleasset half A: +2.044% (t=3.12, 288 episodes) · asset half B: +2.026% (t=3.15, 284 episodes) · liquid half (>= US$ 2,066,613/day): +1.869% (t=2.78, 297 episodes) · illiquid half: +2.225% (t=3.10, 264 episodes) · period 1/4 (2017-10-11 a 2022-04-27): +2.109% (t=2.15, 147 episodes) · period 2/4 (2022-04-28 a 2023-11-09): +1.334% (t=1.21, 56 episodes) · period 3/4 (2023-11-10 a 2025-05-05): +2.808% (t=2.10, 55 episodes) · period 4/4 (2025-05-06 a 2026-07-18): +1.892% (t=2.58, 45 episodes)
multiple testing1 variation(s) tested · t=3.50 across 301 episodes (equivalent to t=3.49) · p≈0.0005 · false positives expected by chance ≈ 0.00

Equity — outside the six controls, and here is why

The t of the trade series is invariant to bet size: 0.5%, 1% and 3% agree to the sixth decimal. Nothing here moves the verdict — it moves what the account would have lived through.

risking 1.0% per trade: ×2.64
worst drawdown from the peak: −46%
days below the previous peak: 832
signals refused for lack of capital: 18%
paths where the account halved (out of 12): 0

Reproducibility

period: 2017-08-17 to 2026-07-28
assets that traded: 540
variations tested before this one: 1
gross per trade: +2.24%
net per trade: +2.04%
exit rule: the auditor's fixed horizon (10 bars)
horizon bars: 10
fee per leg: 0.001
episode days: 10
fast average: 20
slow average: 50
filter weeks: 4

Binance spot klines (delisted pairs included) · collected from 2026-07-27 23:31 to 2026-07-28 14:29 · 540 assets · 750,934 bars · 2017-08-17 to 2026-07-28

Seed not recorded: audits before 2026-07-29 used 20260728 by convention in the code, and the value is not in the record.

Hypothesis, filed before the result

The isolable thesis of the third transcription: adding an INTERMEDIATE LEVEL to the cascade improves the result. The previous one tested two levels (a weekly filter over a daily entry) and the filter did separate, against my prediction. Now I test three: a weekly filter over a CHART PATTERN on the daily. Prediction filed beforehand, and this time in the technique's favour: I expect the filter to improve the t of the chart patterns too, because it has already improved it on four of four indicator techniques. A specific prediction that can fail: I expect NO filtered chart pattern to reach PASSED, because they die at the placebo and out of sample, and a direction filter does not fix replication.

filed on 2026-07-28, before the number existed

The original, as it was filed

A tese isolável da terceira transcrição: acrescentar um NÍVEL INTERMEDIÁRIO à cascata melhora o resultado. A anterior testou dois níveis (filtro semanal sobre entrada diária) e o filtro separou, contra a minha previsão. Agora testo três: filtro semanal sobre PADRÃO GRÁFICO no diário. Previsão registrada antes, e desta vez a favor da técnica: espero que o filtro melhore o t dos padrões gráficos também, porque ele já melhorou em quatro de quatro técnicas de indicador. Previsão específica que pode falhar: espero que NENHUM padrão gráfico filtrado chegue a APROVADO, porque eles morrem no placebo e no fora da amostra, e um filtro de direção não conserta replicação.

Pre-registration exists to keep prediction apart from rationalisation: written after the number, every hypothesis is right.

Earlier audits of the same technique

Each variation an author teaches enters as its own test, so that whatever might work in the strategy gets covered. The verdict held in all of them.

2026-08-03PASSEDopen ↗
this measurement →PASSED
2026-07-28PASSEDopen ↗
2026-07-28PASSEDopen ↗